一种新的弱相依系数和应用

A New Weak Dependence Coefficient and Applications

  • 摘要: 本文在积分概率距离意义下提出了两个随机变量之间一种新的弱相依系数, 并证明了此系数可获得协方差不等式和强大数定律, 而且对于相关随机变量序列, 我们还可以进一步研究矩不等式.

     

    Abstract: The purpose of this paper is to propose a new weak dependence coefficient between two random variables under integral probability metric. We show that our coefficient may be also used to obtain covariance inequality and strong law of large numbers, and we can further investigate moment inequalities for associated r.v.s..

     

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